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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2001-2021 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
// Octave is free software: you can redistribute it and/or modify it
// under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// Octave is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with Octave; see the file COPYING. If not, see
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////
#if defined (HAVE_CONFIG_H)
# include "config.h"
#endif
#include "schur.h"
#include "lo-ieee.h"
#include "lo-mappers.h"
#include "oct-norm.h"
#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "utils.h"
#include "xnorm.h"
template <typename Matrix>
static void
sqrtm_utri_inplace (Matrix& T)
{
typedef typename Matrix::element_type element_type;
const element_type zero = element_type ();
bool singular = false;
// The following code is equivalent to this triple loop:
//
// n = rows (T);
// for j = 1:n
// T(j,j) = sqrt (T(j,j));
// for i = j-1:-1:1
// T(i,j) /= (T(i,i) + T(j,j));
// k = 1:i-1;
// T(k,j) -= T(k,i) * T(i,j);
// endfor
// endfor
//
// this is an in-place, cache-aligned variant of the code
// given in Higham's paper.
const octave_idx_type n = T.rows ();
element_type *Tp = T.fortran_vec ();
for (octave_idx_type j = 0; j < n; j++)
{
element_type *colj = Tp + n*j;
if (colj[j] != zero)
colj[j] = sqrt (colj[j]);
else
singular = true;
for (octave_idx_type i = j-1; i >= 0; i--)
{
const element_type *coli = Tp + n*i;
const element_type colji = colj[i] /= (coli[i] + colj[j]);
for (octave_idx_type k = 0; k < i; k++)
colj[k] -= coli[k] * colji;
}
}
if (singular)
warning_with_id ("Octave:sqrtm:SingularMatrix",
"sqrtm: matrix is singular, may not have a square root");
}
template <typename Matrix, typename ComplexMatrix, typename ComplexSCHUR>
static octave_value
do_sqrtm (const octave_value& arg)
{
octave_value retval;
MatrixType mt = arg.matrix_type ();
bool iscomplex = arg.iscomplex ();
typedef typename Matrix::element_type real_type;
real_type cutoff = 0;
real_type one = 1;
real_type eps = std::numeric_limits<real_type>::epsilon ();
if (! iscomplex)
{
Matrix x = octave_value_extract<Matrix> (arg);
if (mt.is_unknown ()) // if type is not known, compute it now.
arg.matrix_type (mt = MatrixType (x));
switch (mt.type ())
{
case MatrixType::Upper:
case MatrixType::Diagonal:
if (! x.diag ().any_element_is_negative ())
{
// Do it in real arithmetic.
sqrtm_utri_inplace (x);
retval = x;
retval.matrix_type (mt);
}
else
iscomplex = true;
break;
case MatrixType::Lower:
if (! x.diag ().any_element_is_negative ())
{
x = x.transpose ();
sqrtm_utri_inplace (x);
retval = x.transpose ();
retval.matrix_type (mt);
}
else
iscomplex = true;
break;
default:
iscomplex = true;
break;
}
if (iscomplex)
cutoff = 10 * x.rows () * eps * xnorm (x, one);
}
if (iscomplex)
{
ComplexMatrix x = octave_value_extract<ComplexMatrix> (arg);
if (mt.is_unknown ()) // if type is not known, compute it now.
arg.matrix_type (mt = MatrixType (x));
switch (mt.type ())
{
case MatrixType::Upper:
case MatrixType::Diagonal:
sqrtm_utri_inplace (x);
retval = x;
retval.matrix_type (mt);
break;
case MatrixType::Lower:
x = x.transpose ();
sqrtm_utri_inplace (x);
retval = x.transpose ();
retval.matrix_type (mt);
break;
default:
{
ComplexMatrix u;
do
{
ComplexSCHUR schur_fact (x, "", true);
x = schur_fact.schur_matrix ();
u = schur_fact.unitary_matrix ();
}
while (0); // schur no longer needed.
sqrtm_utri_inplace (x);
x = u * x; // original x no longer needed.
ComplexMatrix res = xgemm (x, u, blas_no_trans, blas_conj_trans);
if (cutoff > 0 && xnorm (imag (res), one) <= cutoff)
retval = real (res);
else
retval = res;
}
break;
}
}
return retval;
}
DEFUN (sqrtm, args, nargout,
doc: /* -*- texinfo -*-
@deftypefn {} {@var{s} =} sqrtm (@var{A})
@deftypefnx {} {[@var{s}, @var{error_estimate}] =} sqrtm (@var{A})
Compute the matrix square root of the square matrix @var{A}.
Ref: @nospell{N.J. Higham}. @cite{A New sqrtm for @sc{matlab}}. Numerical
Analysis Report No.@: 336, Manchester @nospell{Centre} for Computational
Mathematics, Manchester, England, January 1999.
@seealso{expm, logm}
@end deftypefn */)
{
if (args.length () != 1)
print_usage ();
octave_value arg = args(0);
octave_idx_type n = arg.rows ();
octave_idx_type nc = arg.columns ();
if (n != nc || arg.ndims () > 2)
err_square_matrix_required ("sqrtm", "A");
octave_value_list retval (nargout > 1 ? 3 : 1);
if (nargout > 1)
{
// FIXME: Octave does not calculate a condition number with respect to
// sqrtm. Should this return NaN instead of -1?
retval(2) = -1.0;
}
if (arg.is_diag_matrix ())
// sqrtm of a diagonal matrix is just sqrt.
retval(0) = arg.sqrt ();
else if (arg.is_single_type ())
retval(0) = do_sqrtm<FloatMatrix, FloatComplexMatrix,
octave::math::schur<FloatComplexMatrix>> (arg);
else if (arg.isnumeric ())
retval(0) = do_sqrtm<Matrix, ComplexMatrix,
octave::math::schur<ComplexMatrix>> (arg);
if (nargout > 1)
{
// This corresponds to generic code
//
// norm (s*s - x, "fro") / norm (x, "fro");
octave_value s = retval(0);
retval(1) = xfrobnorm (s*s - arg) / xfrobnorm (arg);
}
return retval;
}
/*
%!assert (sqrtm (2*ones (2)), ones (2), 3*eps)
## The following two tests are from the reference in the docstring above.
%!test
%! warning ("off", "Octave:sqrtm:SingularMatrix", "local");
%! x = [0 1; 0 0];
%! assert (any (isnan (sqrtm (x))(:)));
%!test
%! x = eye (4); x(2,2) = x(3,3) = 2^-26; x(1,4) = 1;
%! z = eye (4); z(2,2) = z(3,3) = 2^-13; z(1,4) = 0.5;
%! [y, err] = sqrtm (x);
%! assert (y, z);
%! assert (err, 0); # Yes, this one has to hold exactly
*/
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